The Output Effects of Money Growth Uncertainty: Evidence from a Multivariate GARCH-in-Mean VAR
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Bibliographic InfoArticle provided by Springer in its journal Open Economies Review.
Volume (Year): 20 (2009)
Issue (Month): 5 (November)
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Web page: http://www.springerlink.com/link.asp?id=100323
Structural VAR; Multivariate GARCH; Monetary aggregation; C32; E52; E44;
Find related papers by JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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- repec:clg:wpaper:2012-05 is not listed on IDEAS
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